-80.9%
FIG vs DKNG
-49.1%
-31.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -14.5% | -2.3% | -12.2% | -13.9% |
| 30D | -13.3% | -2.5% | -10.8% | -13.3% |
| 3M | +7.4% | -14.2% | +21.7% | +10.9% |
| 6M | -27.8% | -6.0% | -21.8% | -28.4% |
| YTD | -41.1% | -31.3% | -9.8% | -37.1% |
| 1Y | -58.7% | -48.5% | -10.3% | -55.6% |
| All | -80.9% | -49.1% | -31.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling